-25.3%
NVTS vs A
+14.3%
-39.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.2% | -2.8% | -3.1% |
| 7D | +21.6% | +0.7% | +20.9% | +21.3% |
| 30D | -8.5% | +0.8% | -9.3% | -8.0% |
| 3M | -31.4% | +16.9% | -48.3% | -39.5% |
| 6M | -50.3% | +53.8% | -104.1% | -66.6% |
| YTD | +33.9% | +28.1% | +5.8% | +5.9% |
| 1Y | +10.6% | +15.0% | -4.4% | -2.9% |
| 3Y | +52.7% | +63.1% | -10.4% | -9.8% |
| 5Y | -48.5% | +11.5% | -59.9% | -60.5% |
| All | -25.3% | +14.3% | -39.6% | -41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded A wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling